mwsum
Syntax
mwsum(Y, X, window, [minPeriods])
Please see Moving Functions (m-functions) for the parameters and windowing logic.
Details
Calculate the moving sums of X with Y as weights in a sliding window.
The weights in a rolling window are automatically adjusted so that the sum of weights for all non-Null elements in the rolling window is 1.
Examples
$ X = 2 1 3 7 6 5 4
$ X1 = 2 1 3 NULL 6 5 4
$ Y = 1 0.5 1 1 2 2.1
$ mwsum(X, Y, 3);
[,,5.5,10.5,22,29.5,24.5]
$ mwsum(X1, Y, 3)
[,,5.5,3.5,15,22.5,24.5]
$ mwsum(X1, Y, 3, minPeriods=1)
[2,2.5,5.5,3.5,15,22.5,24.5]
$ X = 1..10;
$ Y = 9 5 3 4 5 4 7 1 3 4;
$ X1 = indexedSeries(date(2020.06.05)+1..10, X)
$ Y1 = indexedSeries(date(2020.06.05)+1..10, Y)
$ mwsum(X1, Y1, 5d)
label |
col1 |
|---|---|
2020.06.06 |
9 |
2020.06.07 |
19 |
2020.06.08 |
28 |
2020.06.09 |
44 |
2020.06.10 |
69 |
2020.06.11 |
84 |
2020.06.12 |
123 |
2020.06.13 |
122 |
2020.06.14 |
133 |
2020.06.15 |
148 |
$ mwsum(X1, Y1, 1w)
label |
col1 |
|---|---|
2020.06.06 |
9 |
2020.06.07 |
19 |
2020.06.08 |
28 |
2020.06.09 |
44 |
2020.06.10 |
69 |
2020.06.11 |
93 |
2020.06.12 |
142 |
2020.06.13 |
141 |
2020.06.14 |
158 |
2020.06.15 |
189 |